12.75Open12.05Pre Close6 Volume11 Open Interest35.00Strike Price7.65KTurnover245.93%IV0.80%PremiumAug 2, 2024Expiry Date12.37Intrinsic Value100Multiplier3DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.9138Delta0.0140Gamma3.90Leverage Ratio-0.2472Theta0.0029Rho3.56Eff Leverage0.0072Vega